-25.8%
RBLX vs TYL
+3.1%
-28.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.2% | +5.1% |
| 7D | +20.3% | +3.5% | +16.8% | +16.9% |
| 30D | +7.3% | +26.9% | -19.6% | -13.4% |
| 3M | +36.5% | +33.8% | +2.7% | +4.1% |
| 6M | +23.1% | +28.8% | -5.7% | -4.5% |
| YTD | -36.3% | -7.9% | -28.4% | -34.6% |
| 1Y | -51.7% | -9.8% | -41.9% | -49.7% |
| 3Y | +35.6% | +1.2% | +34.4% | +10.4% |
| 5Y | -52.9% | -22.8% | -30.1% | -47.0% |
| All | -25.8% | +3.1% | -28.9% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling